I would be a bit leery about selection effects here too. What kind of person becomes vegan? One who is generally very aware about suffering or social problems, or possibly very neurotic about what they eat. Sometimes both. If you’re the kind who stops eating meat because they feel that farming and killing animals is monstrous, and then still have to live in a world which keeps perpetuating that, not to mention however many other things you also feel are similarly monstrous, aren’t you going to be more prone to depression than the average person who may not worry much about any of that?
I would be a bit leery about selection effects here too. What kind of person becomes vegan? One who is generally very aware about suffering or social problems, or possibly very neurotic about what they eat. Sometimes both. If you’re the kind who stops eating meat because they feel that farming and killing animals is monstrous, and then still have to live in a world which keeps perpetuating that, not to mention however many other things you also feel are similarly monstrous, aren’t you going to be more prone to depression than the average person who may not worry much about any of that?
In particular, vegans/vegetarians are more likely to be left-wing, and left-wing people in the US have higher rates of mental illness.
Which I think correlates with the above, it makes sense being more prone to worry and dissatisfaction with the status quo would do that.